-38.0%
VLRS vs SPY
+455.4%
-493.5%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.3% | -0.5% | -1.0% |
| 7D | +16.8% | -0.9% | +17.7% | +18.1% |
| 30D | +39.1% | -2.4% | +41.5% | +43.3% |
| 3M | +10.0% | -1.2% | +11.2% | +11.8% |
| 6M | +15.0% | +3.3% | +11.7% | +10.7% |
| YTD | -2.3% | +12.3% | -14.5% | -15.1% |
| 1Y | +26.7% | +12.4% | +14.3% | +10.0% |
| 3Y | +38.7% | +78.8% | -40.2% | -36.3% |
| 5Y | -52.5% | +75.2% | -127.7% | -76.9% |
| 10Y | -43.7% | +311.1% | -354.8% | -88.0% |
| All | -38.0% | +455.4% | -493.5% | -89.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded SPY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling